Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 20.772823 23.662324 26.776441 30.378203 34.425214 38.828004 43.976611
2024-12-22 16.544678 20.466105 25.016534 30.671301 37.493373 45.440695 55.382478
2024-12-29 14.273427 18.614162 23.893925 30.759358 39.418809 49.943655 63.667331
2025-01-05 12.943278 17.680016 23.683322 31.803027 42.445084 55.858380 73.977513
2025-01-12 11.405609 16.236205 22.586068 31.478207 43.531766 59.213754 81.057771
2025-01-19 9.706383 14.369570 20.714764 29.895864 42.739800 59.951328 84.618348
2025-01-26 9.041155 13.850306 20.593629 30.631104 45.059806 64.891417 94.013395
2025-02-02 8.488215 13.424846 20.543103 31.420480 47.453517 70.009712 103.879053
2025-02-09 7.742324 12.633700 19.881789 31.243945 48.403241 73.092849 110.968837
2025-02-16 7.025540 11.815366 19.102054 30.808124 48.902182 75.500546 117.144049
2025-02-23 6.533967 11.303150 18.738502 30.958540 50.257562 79.193582 125.353635
2025-03-02 6.134642 10.901641 18.508843 31.284044 51.873677 83.324582 134.386614
2025-03-09 5.718685 10.447178 18.175346 31.442964 53.272855 87.253994 143.414915
2025-03-16 5.264679 9.888049 17.627160 31.208854 54.019342 90.197506 151.050536
2025-03-23 4.950561 9.542105 17.401135 31.477994 55.574434 94.458425 160.931506
2025-03-30 4.788917 9.454206 17.605228 32.481948 58.395754 100.878271 174.584619
2025-04-06 4.428714 8.968917 17.076492 32.171392 58.954364 103.598715 182.268802
2025-04-13 3.906775 8.132365 15.857352 30.550061 57.137886 102.249878 183.067825
2025-04-20 3.769528 8.025075 15.955298 31.302477 59.521908 108.094262 196.279517
2025-04-27 3.647804 7.937355 16.080728 32.107098 62.032831 114.258003 210.296681
2025-05-04 3.409204 7.593289 15.695252 31.927246 62.736271 117.294013 218.987820
2025-05-11 3.158472 7.202274 15.190086 31.482497 62.915915 119.396780 226.102655
2025-05-18 2.995475 6.981685 15.002614 31.635994 64.215345 123.546700 237.034360